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updated 12:56:43 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.26%
3d Period Avg+73.19%
swing±45.99%
LONG Pionex · nowNATGAS_USDT_PERP
+1.69%
3d avg:+21.95%
SHORT Bitget · nowNATGASUSDT
+26.96%
3d avg:+95.14%
Entry Spread Now
+0.013%
NeutralL 3.0486 · S 3.0490
24h range −0.25%…+0.02% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$38.11
+0.38%
$Avg Daily PnL
+$15.03
+0.1503%
★Best Day
+$23.76
Sep 17
◎Open Interest
Pionex$114.9K
Bitget$9.49M⚡Funding APR
+54.85%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Pionex$163.7KBitget$1.07MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.